This applies to Win10 users after receiving the creators update.
I beleive this problem only exists if the remote gateway app is hosted on Server 2008R2.

Steps below should resolve the issue. It's a workaround however, and you will NOT be using the latest version of the MS RDC client after completion.

4 Steps total

Step 1: Here is the error message

Step 2: Locate Files

The Windows update replaced two key files which cause the issue.
We need to replace them.

They are located in
%windir%\system32\

and they are called:
- mstsc.exe
- mstscax.dll

Step 3: Change File Permissions & Rename

Now you have located the files, you will need to rename them.
Windows will prevent you doing this, so you will need to take ownership of the files first, and then grant the local user full RW permissions.

Once you have done this, rename them as:
- mstsc.exe.BAK
- mstscax.dll.BAK

Step 4: Replace With Older Versions

After the Creator's Update - you should find a folder on your main OS drive called Windows.old.

Open this up and browse to system32 directory.
Find the files with the same name again:
- mstsc.exe
- mstscax.dll

And copy them over to %windir%\system32\

This should resolve the issue. It's a workaround however, and you will NOT be using the latest version of the MS RDC client after completion.

This is fix is only needed if you have not correctly setup your RDC broker/gateway. Lots of people do this on purpose to skirt license requirements. It can also happen if you upgraded from 2003 terminal services.